Value Premium and Country Risk as Dimensions to Estimate Conditional Returns: a Study of the Brazilian Market

Asset pricing is a widely explored theme in the financial literature. Nevertheless, the phenomenon of value premium is still controversial, since although easily detected in developed and emerging markets, little is know about the economic forces that explain its existence. In this context, this art...

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Bibliographic Details
Main Authors: Lilian de Castro Medeiros, Aureliano Angel Bressan
Format: article
Language:EN
PT
Published: FUCAPE Business School 2015
Subjects:
Online Access:https://doaj.org/article/60a63a5b0e584b4fb9dbae873b4a76d5
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